joungmin
83a229dd26
feat: add market regime filter and compound reinvestment
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- Add market_regime.py: BTC/ETH/SOL/XRP weighted 2h trend score
Bull(≥+1.5%) / Neutral / Bear(<-1%) regime detection with 10min cache
- strategy.py: dynamic TREND/VOL thresholds based on current regime
Bull: 3%/1.5x, Neutral: 5%/2.0x, Bear: 8%/3.5x
- price_collector.py: always include leader coins in price history
- trader.py: compound reinvestment (profit added to budget, floor at initial)
- notify.py: regime info in hourly report, P&L icons (✅ /❌ , 💚 /🔴 )
- main.py: hourly status at top-of-hour, filter positions held 1h+
- backtest.py: timestop/combo comparison modes
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com >
2026-03-01 10:14:36 +09:00
joungmin
0b264b304c
feat: add backtest module with DB cache and scenario comparison
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Backtest improvements:
- Add backtest.py with Oracle DB-backed OHLCV cache (no repeated API calls)
- Add backtest_trades table to cache simulation results by params hash
(same params -> instant load, skip re-simulation)
- Add walk-forward scenario comparison (--walkforward-cmp)
- Add trend ceiling filter (--trend-cmp, max gain threshold)
- Add ticker win-rate filter (--ticker-cmp, SQL-based instant analysis)
- Precompute daily_features once per data load (not per scenario)
Live bot fixes:
- monitor: add hard stop-loss from buy price (in addition to trailing)
- strategy: fix re-entry condition to require +1% above last sell price
- price_collector: add 48h backfill on startup for trend calculation
- main: call backfill_prices() at startup
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com >
2026-02-28 23:28:27 +09:00
joungmin
80ab004eba
feat: replace volatility breakout with DB-backed real-time trend check
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- price_history table on Oracle ADB stores prices every 10 minutes
- check_trend(): current price vs N hours ago (default 1h, +3% threshold)
- check_momentum(): unchanged (MA20 + 2x volume still applies)
- Ticker list cached 5 minutes to avoid 429 rate limits
- Collector starts 30s after boot to avoid simultaneous API calls
- Configurable: TREND_HOURS, TREND_MIN_GAIN_PCT in .env
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com >
2026-02-28 11:26:26 +09:00
